Projection, Consistency, and George Boole

Size: px
Start display at page:

Download "Projection, Consistency, and George Boole"

Transcription

1 Projection, Consistency, and George Boole John Hooker Carnegie Mellon University CP 2015, Cork, Ireland

2 Projection as a Unifying Concept Projection underlies both optimization and logical inference. Optimization is projection onto a cost variable. Logical inference is projection onto a subset of variables. These 3 concepts are linked in George Boole s work on probability logic. 2

3 Projection as a Unifying Concept Projection underlies both optimization and logical inference. Optimization is projection onto a cost variable. Logical inference is projection onto a subset of variables. These 3 concepts are linked in George Boole s work on probability logic. Consistency maintenance can likewise be seen as projection. Leads to a simple type of consistency based eplicitly on projection. 3

4 Probability Logic George Boole is best known for propositional logic and Boolean algebra. But he proposed a highly original approach to probability logic. 4

5 Logical Inference The problem: Given a set S of propositions Each with a given probability. And a proposition P that can be deduced from S What probability can be assigned to P? 5

6 Boole s Probability Logic In 1970s, Theodore Hailperin offered an interpretation of Boole s probability logic based on modern concept of linear programming. LP first clearly formulated in 1930s by Kantorovich. Hailperin (1976) 6

7 Boole s Probability Logic if if Clause 1 Eample then then 2 3 Probability Deduce probability range for 3

8 Boole s Probability Logic if if Clause 1 Eample then then 2 3 Probability Deduce probability range for 3 Interpret if-then statements as material conditionals

9 Boole s Probability Logic Clause 1 Eample 2 3 Probability Deduce probability range for 3 Interpret if-then statements as material conditionals

10 Boole s Probability Logic Clause 1 Eample 2 3 Probability Deduce probability range for 3 Linear programming model min/ ma p p p p p 000 = probability that ( 1, 2, 3 ) = (0,0,0) 10

11 Boole s Probability Logic Clause 1 Eample 2 3 Probability Deduce probability range for 3 Linear programming model min/ ma p p p p p 000 = probability that ( 1, 2, 3 ) = (0,0,0) Solution: 0 [0.1, 0.4] 11

12 Boole s Probability Logic This LP model was re-invented in AI community. Nilsson (1986) Column generation methods are now available. To deal with eponential number of variables. 12

13 Projection An LP can be solved by Fourier elimination The only known method in Boole s day This is a projection method. Fourier (1827) 13

14 Projection Eliminate variables we want to project out. To solve project out all variables y j ecept y 0. min/ ma y y ay, Ay b

15 Projection Eliminate variables we want to project out. To solve min/ ma y y ay, Ay b 0 0 project out all variables y j ecept y 0. To project out y j, eliminate it from pairs of inequalities: cy c0y j dy d y 0 j where c, d

16 Projection Eliminate variables we want to project out. To solve project out all variables y j ecept y 0. min/ ma y y ay, Ay b 0 0 To project out y j, eliminate it from pairs of inequalities: cy c0y j dy d y 0 j c d y y j y c c d d

17 Projection Eliminate variables we want to project out. To solve project out all variables y j ecept y 0. min/ ma y y ay, Ay b 0 0 To project out y j, eliminate it from pairs of inequalities: cy c0y j dy d y 0 j c d y y j y c c d d

18 Projection Eliminate variables we want to project out. To solve project out all variables y j ecept y 0. min/ ma y y ay, Ay b 0 0 To project out y j, eliminate it from pairs of inequalities: cy c0y j dy d y 0 j c d y y j y c c d d c d y c0 d0 c0 d0 18

19 Projection Projection as a common theme: Optimization: Project onto objective function variable Logical inference: Project onto propositional variables of interest Consistency maintenance:??? Look at logical inference net 19

20 Inference as Projection Project onto propositional variables of interest Suppose we wish to infer from these clauses everything we can about propositions 1, 2, 3 20

21 Inference as Projection Project onto propositional variables of interest Suppose we wish to infer from these clauses everything we can about propositions 1, 2, 3 We can deduce 1 3 This is a projection onto 1, 2, 3 21

22 Inference as Projection Resolution as a projection method Similar to Fourier elimination Actually, identical to Fourier elimination + rounding To project out j, eliminate it from pairs of clauses: C j D j C D Quine (1952,1955) JH (1992,2012) 22

23 Inference as Projection Resolution as a projection method Similar to Fourier elimination Actually, identical to Fourier elimination + rounding To project out j, eliminate it from pairs of clauses: C j D j C D This is too slow. Another approach is logic-based Benders decomposition 23

24 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem Benders cut from previous iteration 24

25 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem solution of master ( 1, 2, 3 ) = (0,1,0) Resulting subproblem 25

26 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem solution of master ( 1, 2, 3 ) = (0,1,0) Resulting subproblem Subproblem is infeasible. ( 1, 3 )=(0,0) creates infeasibility 26

27 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem 1 3 solution of master ( 1, 2, 3 ) = (0,1,0) Benders cut (nogood) Resulting subproblem Subproblem is infeasible. ( 1, 3 )=(0,0) creates infeasibility 27

28 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem 1 3 solution of master ( 1, 2, 3 ) = (0,1,1) Resulting subproblem 28

29 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem 1 3 solution of master ( 1, 2, 3 ) = (0,1,1) Resulting subproblem Subproblem is feasible 29

30 Inference as Projection Benders decomposition computes a projection Benders cuts describe projection onto master problem variables. Current Master problem solution of master ( 1, 2, 3 ) = (0,1,1) Enumerative Benders cut Subproblem is feasible Resulting subproblem 30

31 Inference as Projection Benders decomposition computes a projection Logic-based Benders cuts describe projection onto master problem variables. Current Master problem solution of master ( 1, 2, 3 ) = (0,1,1) Enumerative Benders cut Resulting subproblem JH and Yan (1995) JH (2012) Continue until master is infeasible. Black Benders cuts describe projection. 31

32 Inference as Projection Benders cuts = conflict clauses in a SAT algorithm Branch on 1, 2 first. 32

33 Inference as Projection Benders cuts = conflict clauses in a SAT algorithm Branch on 1, 2 first. Conflict clauses 33

34 Inference as Projection Benders cuts = conflict clauses in a SAT algorithm Branch on 1, 2 first. Conflict clauses Backtrack to 3 at feasible leaf nodes 34

35 Inference as Projection Benders cuts = conflict clauses in a SAT algorithm Branch on 1, 2 first. Conflict clauses containing 1, 2, 3 describe projection 35

36 Inference as Projection Projection methods similar to Fourier elimination For logical clauses Quine (1952,1955) For cardinality clauses JH (1988) For 0-1 linear inequalities JH (1992) For general integer linear inequalities Williams & JH (2015) 36

37 Consistency as Projection Domain consistency Project onto each individual variable j. 37

38 Consistency as Projection Domain consistency Project onto each individual variable j. Eample: Constraint set alldiff,, a, b a, b b, c 38

39 Consistency as Projection Domain consistency Project onto each individual variable j. Eample: Constraint set alldiff,, 3 a, b a, b b, c Solutions,, 3 ( a, b, c) ( bac,, ) 39

40 Consistency as Projection Domain consistency Project onto each individual variable j. Eample: Constraint set Solutions Projection onto alldiff,, 3 a, b a, b b, c,, 3 ( a, b, c) ( bac,, ) a b 1, Projection onto 2 a b 2, Projection onto 3 3 c 40

41 Consistency as Projection Domain consistency Project onto each individual variable j. Eample: Constraint set Solutions Projection onto alldiff,, 3 a, b a, b b, c,, 3 ( a, b, c) ( bac,, ) This achieves domain consistency. a b 1, Projection onto 2 a b 2, Projection onto 3 3 c 41

42 Consistency as Projection Domain consistency Project onto each individual variable j. Eample: Constraint set Solutions Projection onto alldiff,, 3 a, b a, b b, c,, 3 ( a, b, c) ( bac,, ) This achieves domain consistency. We will regard a projection as a constraint set. a b 1, Projection onto 2 a b 2, Projection onto 3 3 c 42

43 Consistency as Projection k-consistency Can be defined: A constraint set S is k-consistent if: for every J {1,, n} with J = k 1, every assignment J = v J D j for which ( J, j ) does not violate S, and every variable j J, J = ( j j J) there is an assignment j = v j D j for which ( J, j ) = (v J,v j ) does not violate S. 43

44 Consistency as Projection k-consistency Can be defined: A constraint set S is k-consistent if: for every J {1,, n} with J = k 1, every assignment J = v J D j for which ( J, j ) does not violate S, and every variable j J, there is an assignment j = v j D j for which ( J, j ) = (v J,v j ) does not violate S. To achieve k-consistency: J = ( j j J) Project the constraints containing each set of k variables onto subsets of k 1 variables. 44

45 Consistency as Projection Consistency and backtracking: Strong k-consistency for entire constraint set avoids backtracking if the primal graph has width < k with respect to branching order. Freuder (1982) No point in achieving strong k-consistency for individual constraints if we propagate through domain store. Domain consistency has same effect. 45

46 J-Consistency A type of consistency more directly related to projection. Constraint set S is J-consistent if it contains the projection of S onto J. S is domain consistent if it is { j }-consistent for each j. Resolution and logic-based Benders achieve J-consistency for SAT. J = ( j j J) 46

47 J-Consistency J-consistency and backtracking: If we branch on variables 1, 2,, a natural strategy is to project out n, n1, until computational burden is ecessive. 47

48 J-Consistency J-consistency and backtracking: If we branch on variables 1, 2,, a natural strategy is to project out n, n1, until computational burden is ecessive. No point in achieving J-consistency for individual constraints if we propagate through a domain store. However, J-consistency can be useful if we propagate through a richer data structure such as decision diagrams which can be more effective as a propagation medium. Andersen, Hadžić JH, Tiedemann (2007) Bergman, Ciré, van Hoeve, JH (2014) 48

49 Propagating J-Consistency Eample: among (, ),{ c, d},1,2 ( c) ( d), a, b, c, d alldiff,,, 3 4 a, b c, d 3 4 Already domain consistent for individual constraints. If we branch on 1 first, must consider all 4 branches 1 = a,b,c,d 49

50 Eample: ( c) ( d), a, b, c, d Propagating J-Consistency among (, ),{ c, d},1,2 alldiff,,, 3 4 a, b c, d 3 4 a,b,d a,b,c,d Suppose we propagate through a relaed decision diagram of width 2 for these constraints c d 52 paths from top to bottom represent assignments to 1, 2, 3, 4 36 of these are the feasible assignments. a,b c,d 50

51 Eample: ( c) ( d), a, b, c, d Propagating J-Consistency among (, ),{ c, d},1,2 alldiff,,, 3 4 a, b c, d 3 4 a,b,d a,b,c,d 52 paths from top to bottom represent assignments to 1, 2, 3, 4 36 of these are the feasible assignments. Suppose we propagate through a relaed decision diagram of width 2 for these constraints a,b c,d c d Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 51

52 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. Let the length of a path be number of arcs with labels in {c,d}. a,b,d c For each arc, indicate length of shortest path from top to that arc. a,b,c,d a,b c,d d Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 52

53 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. Let the length of a path be number of arcs with labels in {c,d}. a,b,d 0,0,1 c 1 For each arc, indicate length of shortest path from top to that arc. a,b,c,d 0,0,1,1 a,b c,d d 2 Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 53

54 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. Let the length of a path be number of arcs with labels in {c,d}. a,b,d 0,0,1 c 1 Remove arcs with label > 1 For each arc, indicate length of shortest path from top to that arc. a,b,c,d 0,0,1,1 a,b c,d d 2 Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 54

55 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. Let the length of a path be number of arcs with labels in {c,d}. a,b,d 0,0,1 c 1 Remove arcs with label > 1 For each arc, indicate length of shortest path from top to that arc. a,b,c,d 0,0,1,1 a,b c,d Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 55

56 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. Let the length of a path be number of arcs with labels in {c,d}. a,b,d 0,0,1 c 1 Remove arcs with label > 1 Clean up. For each arc, indicate length of shortest path from top to that arc. a,b,c,d 0,0,1,1 a,b c,d Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 56

57 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. Let the length of a path be number of arcs with labels in {c,d}. For each arc, indicate length of shortest path from top to that arc. a,b,d 0,0,1 a,b,c,d 0,0,1,1 a,b c,d Remove arcs with label > 1 Clean up. Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 57

58 Propagating J-Consistency Let s propagate the 2 nd atmost constraint in the projected alldiff through the relaed decision diagram. We need only branch on a,b,d rather than a,b,c,d a,b,d Remove arcs with label > 1 Clean up. a,b,c,d a,b c,d Projection of alldiff onto 1, 2 is alldiff, atmost (, ),{ a, b},1 atmost (, ),{c,d},1 58

59 Achieving J-consistency Constraint How hard to project? among sequence regular alldiff Easy and fast. More complicated but fast. Easy and basically same labor as domain consistency. Quite complicated but practical for small domains. 59

60 Projection of J-consistency for Among among (,, ), V, t, u where 1 among ( 1,, n 1), V, t, u onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise n 60

61 Eample Projection of J-consistency for Among among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u

62 Eample Projection of J-consistency for Among among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u among ( 1, 2, 3, 4 ),{ c, d},( t 1), u 1 62

63 Eample Projection of J-consistency for Among among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u among ( 1, 2, 3, 4 ),{ c, d},( t 1), u 1 among ( 1, 2, 3 ),{ c, d},( t 2), u 2 63

64 Eample Projection of J-consistency for Among among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u among ( 1, 2, 3, 4 ),{ c, d},( t 1), u 1 among ( 1, 2, 3 ),{ c, d},( t 2), u 2 among ( 1, 2),{ c, d},( t 3),min{ u 2,2} 64

65 Eample Projection of J-consistency for Among among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u among ( 1, 2, 3, 4 ),{ c, d},( t 1), u 1 among ( 1, 2, 3 ),{ c, d},( t 2), u 2 among ( 1, 2),{ c, d},( t 3),min{ u 2,2} among ( 1),{ c, d},( t 4),min{ u 2,1} 65

66 J-consistency for Among Eample Projection of among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u among ( 1, 2, 3, 4 ),{ c, d},( t 1), u 1 among ( 1, 2, 3 ),{ c, d},( t 2), u 2 among ( 1, 2),{ c, d},( t 3),min{ u 2,2} among ( 1),{ c, d},( t 4),min{ u 2,1} among (),{ c, d},( t 4),min{ u 2,0} 66

67 J-consistency for Among Eample Projection of among (,, ), V, t, u where D D D D D onto 1,, n1 is ( t 1), u 1 if D n V ( t, u) t,min{ u, n 1} if Dn V ( t 1),min{ u, n 1} otherwise a, b a, b, c a,d c, d d among ( 1,, n 1), V, t, u n among (,,,, ),{ c, d}, t, u among ( 1, 2, 3, 4 ),{ c, d},( t 1), u 1 among ( 1, 2, 3 ),{ c, d},( t 2), u 2 among ( 1, 2),{ c, d},( t 3),min{ u 2,2} among ( 1),{ c, d},( t 4),min{ u 2,1} among (),{ c, d},( t 4),min{ u 2,0} Feasible if and only if ( t 4) minu 2,0 67

68 J-Consistency for Sequence Projection is based on an integrality property. The coefficient matri of the inequality formulation has consecutive ones property. So projection of the conve hull of the feasible set is an integral polyhedron. Polyhedral projection therefore suffices. Straightforward (but tedious) application of Fourier elimination yields the projection. 68

69 J-Consistency for Sequence Projection is based on an integrality property. The coefficient matri of the inequality formulation has consecutive ones property. So projection of the conve hull of the feasible set is an integral polyhedron. Polyhedral projection therefore suffices. Straightforward (but tedious) application of Fourier elimination yields the projection. Projection onto any subset of variables is a generalized sequence constraint. Compleity of projecting out k is O(kq), where q = length of the overlapping sequences. 69

70 70

71 J-Consistency for Sequence Eample t3 t t,,, 0,1,, 1 among (,, ),{1},2,2, 4,5, To project out 6, add constraint among (,, ),{1},1,

72 J-Consistency for Sequence Eample t3 t t,,, 0,1,, 1 among (,, ),{1},2,2, 4,5, To project out 6, add constraint among (,, ),{1},1, To project out 5, add constraints among (,, ),{1},1,1 among (, ),{1},0,

73 J-Consistency for Sequence Eample t3 t t,,, 0,1,, 1 among (,, ),{1},2,2, 4,5, To project out 6, add constraint among (,, ),{1},1, To project out 5, add constraints among (,, ),{1},1,1 among (, ),{1},0, To project out 4, add constraints among ( ),{1},1,1 among (,, ),{1},1,2 among (, ),{1},0,1 among ( ),{1},0,

74 J-Consistency for Sequence Eample t3 t t,,, 0,1,, 1 among (,, ),{1},2,2, 4,5, To project out 6, add constraint among (,, ),{1},1, To project out 5, add constraints among (,, ),{1},1,1 among (, ),{1},0, To project out 4, add constraints among ( ),{1},1,1 among (,, ),{1},1,2 among (, ),{1},0,1 among ( ),{1},0, To project out 3, fi ( 1, 2 ) = (1,1) 74

75 J-Consistency for Regular Constraint Projection can be read from state transition graph. Compleity of projecting onto 1,, k for all k is O(nm 2 ), where n = number of variables, m = ma number of states per stage. 75

76 J-Consistency for Regular Constraint Projection can be read from state transition graph. Compleity of projecting onto 1,, k for all k is O(nm 2 ), where n = number of variables, m = ma number of states per stage. Shift scheduling eample Assign each worker to shift i {a,b,c} on each day i = 1,,7. Must work any given shift 2 or 3 days in a row. No direct transition between shifts a and c. Variable domains: D 1 = D 5 = {a,c}, D 2 = {a,b,c}, D 3 = D 6 = D 7 = {a,b}, D 4 = {b,c} 76

77 J-Consistency for Regular Constraint Deterministic finite automaton for this problem instance: = absorbing state Regular language epression: (((aa aaa)(bb bbb))* ((cc ccc)(bb bbb))*)*(c (aa aaa) (cc ccc)) 77

78 J-Consistency for Regular Constraint State transition graph for 7 stages Dashed lines lead to unreachable states. 78

79 J-Consistency for Regular Constraint State transition graph for 7 stages Dashed lines lead to unreachable states. Filtered domains 79

80 J-Consistency for Regular Constraint To project onto 1, 2, 3, truncate the graph at stage 4. 80

81 J-Consistency for Regular Constraint To project onto 1, 2, 3, truncate the graph at stage 4. 81

82 J-Consistency for Regular Constraint To project onto 1, 2, 3, truncate the graph at stage 4. Resulting graph can be viewed as a constraint that describes the projection. Constraint is easily propagated through a relaed decision diagram. 82

83 J-Consistency for Alldiff Constraint Projection is inherently complicated. But it can simplify for small domains. The result is a disjunction of constraint sets, each of which contains an alldiff constraint and some atmost constraints. 83

84 J-Consistency for Alldiff Constraint Eample alldiff,,,, 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g

85 J-Consistency for Alldiff Constraint Eample alldiff,,,, Projecting out 5, we get 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g a f g alldiff,,,, atmost (,,, ),{,, }, because 5 must take one of the values in {a,f,g}, 85

86 J-Consistency for Alldiff Constraint Eample alldiff,,,, Projecting out 5, we get 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g a f g alldiff,,,, atmost (,,, ),{,, }, because 5 must take one of the values in {a,f,g}, leaving 2 for other i s. 86

87 J-Consistency for Alldiff Constraint Eample alldiff,,,, Projecting out 5, we get 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g a f g alldiff,,,, atmost (,,, ),{,, }, because 5 must take one of the values in {a,f,g}, leaving 2 for other i s. Projecting out 4, we note that 4 {a,f,g} or 4 {a,f,g}. 87

88 J-Consistency for Alldiff Constraint Eample alldiff,,,, Projecting out 5, we get 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g a f g alldiff,,,, atmost (,,, ),{,, }, because 5 must take one of the values in {a,f,g}, leaving 2 for other i s. Projecting out 4, we note that 4 {a,f,g} or 4 {a,f,g}. If 4 {a,f,g}, we get a f g alldiff,,, atmost (,, ),{,, },

89 J-Consistency for Alldiff Constraint Eample alldiff,,,, Projecting out 5, we get 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g a f g alldiff,,,, atmost (,,, ),{,, }, because 5 must take one of the values in {a,f,g}, leaving 2 for other i s. Projecting out 4, we note that 4 {a,f,g} or 4 {a,f,g}. If 4 {a,f,g}, we get a f g alldiff,,, atmost (,, ),{,, },1 3 3 If 4 {a,f,g}, we get 4 = e, and we remove e from other domains. 89

90 J-Consistency for Alldiff Constraint Eample alldiff,,,, Projecting out 5, we get 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g a f g alldiff,,,, atmost (,,, ),{,, }, because 5 must take one of the values in {a,f,g}, leaving 2 for other i s. Projecting out 4, we note that 4 {a,f,g} or 4 {a,f,g}. If 4 {a,f,g}, we get a f g alldiff,,, atmost (,, ),{,, },1 3 3 If 4 {a,f,g}, we get 4 = e, and we remove e from other domains. So the projection is D1 a, b, c alldiff 1, 2, 3 D2 c, d atmost ( 1, 2, 3 ),{ a, f, g},1 D 3 d, f 90

91 J-Consistency for Alldiff Constraint Eample alldiff,,,, 3 4 5,,,,,,,,,,,,,, D a b c D c d e D d e f D e f g D a f g Projecting out 3, we get simply alldiff, Projecting out 2, we get the original domain for 1 D1 a, b, c 91

92 92

93 Bounds Consistency as Projection Bounds consistency Most naturally defined when domains can be embedded in the real numbers. Then we achieve bounds consistency by projecting the conve hull of the feasible set onto each j. Continuous J-consistency is achieved by projecting the conve hull onto J. 93

94 Bounds Consistency as Projection Cutting planes Projection onto J is defined by cutting planes that contain variables in J. Close relationship to integer programming.. 94

95 Bounds Consistency as Projection Usefulness of cutting planes They can be propagated through LP relaation. This can help bound the objective function as well as achieve consistency. They can reduce backtracking Even when LP relaation is not used. This has never been studied in integer programming! 95

Projection, Inference, and Consistency

Projection, Inference, and Consistency Projection, Inference, and Consistency John Hooker Carnegie Mellon University IJCAI 2016, New York City A high-level presentation. Don t worry about the details. 2 Projection as a Unifying Concept Projection

More information

Consistency as Projection

Consistency as Projection Consistency as Projection John Hooker Carnegie Mellon University INFORMS 2015, Philadelphia USA Consistency as Projection Reconceive consistency in constraint programming as a form of projection. For eample,

More information

Projection in Logic, CP, and Optimization

Projection in Logic, CP, and Optimization Projection in Logic, CP, and Optimization John Hooker Carnegie Mellon University Workshop on Logic and Search Melbourne, 2017 Projection as a Unifying Concept Projection is a fundamental concept in logic,

More information

Lessons from MIP Search. John Hooker Carnegie Mellon University November 2009

Lessons from MIP Search. John Hooker Carnegie Mellon University November 2009 Lessons from MIP Search John Hooker Carnegie Mellon University November 2009 Outline MIP search The main ideas Duality and nogoods From MIP to AI (and back) Binary decision diagrams From MIP to constraint

More information

Logic, Optimization and Data Analytics

Logic, Optimization and Data Analytics Logic, Optimization and Data Analytics John Hooker Carnegie Mellon University United Technologies Research Center, Cork, Ireland August 2015 Thesis Logic and optimization have an underlying unity. Ideas

More information

Projection, Consistency, and George Boole

Projection, Consistency, and George Boole Projection, Consistency, and George Boole J N Hooker Carnegie Mellon University, Pittsburgh, USA jh38@andrewcmuedu Abstract Although best known for his work in symbolic logic, George Boole made seminal

More information

The Separation Problem for Binary Decision Diagrams

The Separation Problem for Binary Decision Diagrams The Separation Problem for Binary Decision Diagrams J. N. Hooker Joint work with André Ciré Carnegie Mellon University ISAIM 2014 Separation Problem in Optimization Given a relaxation of an optimization

More information

A Framework for Integrating Optimization and Constraint Programming

A Framework for Integrating Optimization and Constraint Programming A Framework for Integrating Optimization and Constraint Programming John Hooker Carnegie Mellon University SARA 2007 SARA 07 Slide Underlying theme Model vs. solution method. How can we match the model

More information

Decision Diagrams: Tutorial

Decision Diagrams: Tutorial Decision Diagrams: Tutorial John Hooker Carnegie Mellon University CP Summer School Cork, Ireland, June 2016 Decision Diagrams Used in computer science and AI for decades Logic circuit design Product configuration

More information

arxiv: v1 [cs.cc] 5 Dec 2018

arxiv: v1 [cs.cc] 5 Dec 2018 Consistency for 0 1 Programming Danial Davarnia 1 and J. N. Hooker 2 1 Iowa state University davarnia@iastate.edu 2 Carnegie Mellon University jh38@andrew.cmu.edu arxiv:1812.02215v1 [cs.cc] 5 Dec 2018

More information

A Scheme for Integrated Optimization

A Scheme for Integrated Optimization A Scheme for Integrated Optimization John Hooker ZIB November 2009 Slide 1 Outline Overview of integrated methods A taste of the underlying theory Eamples, with results from SIMPL Proposal for SCIP/SIMPL

More information

Alternative Methods for Obtaining. Optimization Bounds. AFOSR Program Review, April Carnegie Mellon University. Grant FA

Alternative Methods for Obtaining. Optimization Bounds. AFOSR Program Review, April Carnegie Mellon University. Grant FA Alternative Methods for Obtaining Optimization Bounds J. N. Hooker Carnegie Mellon University AFOSR Program Review, April 2012 Grant FA9550-11-1-0180 Integrating OR and CP/AI Early support by AFOSR First

More information

Stochastic Decision Diagrams

Stochastic Decision Diagrams Stochastic Decision Diagrams John Hooker CORS/INFORMS Montréal June 2015 Objective Relaxed decision diagrams provide an generalpurpose method for discrete optimization. When the problem has a dynamic programming

More information

Integrating Solution Methods. through Duality. US-Mexico Workshop on Optimization. Oaxaca, January John Hooker

Integrating Solution Methods. through Duality. US-Mexico Workshop on Optimization. Oaxaca, January John Hooker Integrating Solution Methods through Duality John Hooker US-Meico Workshop on Optimization Oaaca, January 2011 Zapotec Duality mask Late classical period Represents life/death, day/night, heat/cold See

More information

Decision Diagrams for Discrete Optimization

Decision Diagrams for Discrete Optimization Decision Diagrams for Discrete Optimization Willem Jan van Hoeve Tepper School of Business Carnegie Mellon University www.andrew.cmu.edu/user/vanhoeve/mdd/ Acknowledgments: David Bergman, Andre Cire, Samid

More information

Optimization Bounds from Binary Decision Diagrams

Optimization Bounds from Binary Decision Diagrams Optimization Bounds from Binary Decision Diagrams J. N. Hooker Joint work with David Bergman, André Ciré, Willem van Hoeve Carnegie Mellon University ICS 203 Binary Decision Diagrams BDDs historically

More information

Decision Diagrams for Sequencing and Scheduling

Decision Diagrams for Sequencing and Scheduling Decision Diagrams for Sequencing and Scheduling Willem-Jan van Hoeve Tepper School of Business Carnegie Mellon University www.andrew.cmu.edu/user/vanhoeve/mdd/ Plan What can MDDs do for Combinatorial Optimization?

More information

Optimization Methods in Logic

Optimization Methods in Logic Optimization Methods in Logic John Hooker Carnegie Mellon University February 2003, Revised December 2008 1 Numerical Semantics for Logic Optimization can make at least two contributions to boolean logic.

More information

Scheduling Home Hospice Care with Logic-Based Benders Decomposition

Scheduling Home Hospice Care with Logic-Based Benders Decomposition Scheduling Home Hospice Care with Logic-Based Benders Decomposition John Hooker Carnegie Mellon University Joint work with Aliza Heching Ryo Kimura Compassionate Care Hospice CMU Lehigh University October

More information

How to Relax. CP 2008 Slide 1. John Hooker Carnegie Mellon University September 2008

How to Relax. CP 2008 Slide 1. John Hooker Carnegie Mellon University September 2008 How to Relax Slide 1 John Hooker Carnegie Mellon University September 2008 Two ways to relax Relax your mind and body. Relax your problem formulations. Slide 2 Relaxing a problem Feasible set of original

More information

A Framework for Integrating Exact and Heuristic Optimization Methods

A Framework for Integrating Exact and Heuristic Optimization Methods A Framework for Integrating Eact and Heuristic Optimization Methods John Hooker Carnegie Mellon University Matheuristics 2012 Eact and Heuristic Methods Generally regarded as very different. Eact methods

More information

Optimization in Process Systems Engineering

Optimization in Process Systems Engineering Optimization in Process Systems Engineering M.Sc. Jan Kronqvist Process Design & Systems Engineering Laboratory Faculty of Science and Engineering Åbo Akademi University Most optimization problems in production

More information

An Integrated Approach to Truss Structure Design

An Integrated Approach to Truss Structure Design Slide 1 An Integrated Approach to Truss Structure Design J. N. Hooker Tallys Yunes CPAIOR Workshop on Hybrid Methods for Nonlinear Combinatorial Problems Bologna, June 2010 How to Solve Nonlinear Combinatorial

More information

Graph Coloring Inequalities from All-different Systems

Graph Coloring Inequalities from All-different Systems Constraints manuscript No (will be inserted by the editor) Graph Coloring Inequalities from All-different Systems David Bergman J N Hooker Received: date / Accepted: date Abstract We explore the idea of

More information

Logic-Based Benders Decomposition

Logic-Based Benders Decomposition Logic-Based Benders Decomposition J. N. Hooker Graduate School of Industrial Administration Carnegie Mellon University, Pittsburgh, PA 15213 USA G. Ottosson Department of Information Technology Computing

More information

Job Sequencing Bounds from Decision Diagrams

Job Sequencing Bounds from Decision Diagrams Job Sequencing Bounds from Decision Diagrams J. N. Hooker Carnegie Mellon University June 2017 Abstract. In recent research, decision diagrams have proved useful for the solution of discrete optimization

More information

MDD-based Postoptimality Analysis for Mixed-integer Programs

MDD-based Postoptimality Analysis for Mixed-integer Programs MDD-based Postoptimality Analysis for Mixed-integer Programs John Hooker, Ryo Kimura Carnegie Mellon University Thiago Serra Mitsubishi Electric Research Laboratories Symposium on Decision Diagrams for

More information

Decision Diagram Relaxations for Integer Programming

Decision Diagram Relaxations for Integer Programming Decision Diagram Relaxations for Integer Programming Christian Tjandraatmadja April, 2018 Tepper School of Business Carnegie Mellon University Submitted to the Tepper School of Business in Partial Fulfillment

More information

Integer vs. constraint programming. IP vs. CP: Language

Integer vs. constraint programming. IP vs. CP: Language Discrete Math for Bioinformatics WS 0/, by A. Bockmayr/K. Reinert,. Januar 0, 0:6 00 Integer vs. constraint programming Practical Problem Solving Model building: Language Model solving: Algorithms IP vs.

More information

Multivalued Decision Diagrams. Postoptimality Analysis Using. J. N. Hooker. Tarik Hadzic. Cork Constraint Computation Centre

Multivalued Decision Diagrams. Postoptimality Analysis Using. J. N. Hooker. Tarik Hadzic. Cork Constraint Computation Centre Postoptimality Analysis Using Multivalued Decision Diagrams Tarik Hadzic Cork Constraint Computation Centre J. N. Hooker Carnegie Mellon University London School of Economics June 2008 Postoptimality Analysis

More information

Duality in Optimization and Constraint Satisfaction

Duality in Optimization and Constraint Satisfaction Duality in Optimization and Constraint Satisfaction J. N. Hooker Carnegie Mellon University, Pittsburgh, USA john@hooker.tepper.cmu.edu Abstract. We show that various duals that occur in optimization and

More information

A Search-Infer-and-Relax Framework for Integrating Solution Methods

A Search-Infer-and-Relax Framework for Integrating Solution Methods Carnegie Mellon University Research Showcase @ CMU Tepper School of Business 2005 A Search-Infer-and-Relax Framework for Integrating Solution Methods John N. Hooker Carnegie Mellon University, john@hooker.tepper.cmu.edu

More information

Combining Optimization and Constraint Programming

Combining Optimization and Constraint Programming Combining Optimization and Constraint Programming John Hooker Carnegie Mellon University GE Research Center 7 September 2007 GE 7 Sep 07 Slide 1 Optimization and Constraint Programming Optimization: focus

More information

9. Interpretations, Lifting, SOS and Moments

9. Interpretations, Lifting, SOS and Moments 9-1 Interpretations, Lifting, SOS and Moments P. Parrilo and S. Lall, CDC 2003 2003.12.07.04 9. Interpretations, Lifting, SOS and Moments Polynomial nonnegativity Sum of squares (SOS) decomposition Eample

More information

Benders decomposition [7, 17] uses a problem-solving strategy that can be generalized to a larger context. It assigns some of the variables trial valu

Benders decomposition [7, 17] uses a problem-solving strategy that can be generalized to a larger context. It assigns some of the variables trial valu Logic-Based Benders Decomposition Λ J. N. Hooker Graduate School of Industrial Administration Carnegie Mellon University, Pittsburgh, PA 15213 USA G. Ottosson Department of Information Technology Computing

More information

Integer Programming and Branch and Bound

Integer Programming and Branch and Bound Courtesy of Sommer Gentry. Used with permission. Integer Programming and Branch and Bound Sommer Gentry November 4 th, 003 Adapted from slides by Eric Feron and Brian Williams, 6.40, 00. Integer Programming

More information

Interleaved Alldifferent Constraints: CSP vs. SAT Approaches

Interleaved Alldifferent Constraints: CSP vs. SAT Approaches Interleaved Alldifferent Constraints: CSP vs. SAT Approaches Frédéric Lardeux 3, Eric Monfroy 1,2, and Frédéric Saubion 3 1 Universidad Técnica Federico Santa María, Valparaíso, Chile 2 LINA, Université

More information

Branch-and-cut Approaches for Chance-constrained Formulations of Reliable Network Design Problems

Branch-and-cut Approaches for Chance-constrained Formulations of Reliable Network Design Problems Branch-and-cut Approaches for Chance-constrained Formulations of Reliable Network Design Problems Yongjia Song James R. Luedtke August 9, 2012 Abstract We study solution approaches for the design of reliably

More information

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini In the name of God Network Flows 6. Lagrangian Relaxation 6.3 Lagrangian Relaxation and Integer Programming Fall 2010 Instructor: Dr. Masoud Yaghini Integer Programming Outline Branch-and-Bound Technique

More information

is called an integer programming (IP) problem. model is called a mixed integer programming (MIP)

is called an integer programming (IP) problem. model is called a mixed integer programming (MIP) INTEGER PROGRAMMING Integer Programming g In many problems the decision variables must have integer values. Example: assign people, machines, and vehicles to activities in integer quantities. If this is

More information

Part 4. Decomposition Algorithms

Part 4. Decomposition Algorithms In the name of God Part 4. 4.4. Column Generation for the Constrained Shortest Path Problem Spring 2010 Instructor: Dr. Masoud Yaghini Constrained Shortest Path Problem Constrained Shortest Path Problem

More information

Lift-and-Project cuts: an efficient solution method for mixed-integer programs

Lift-and-Project cuts: an efficient solution method for mixed-integer programs Lift-and-Project cuts: an efficient solution method for mied-integer programs Sebastian Ceria Graduate School of Business and Computational Optimization Research Center http://www.columbia.edu/~sc44 Columbia

More information

Single-Facility Scheduling by Logic-Based Benders Decomposition

Single-Facility Scheduling by Logic-Based Benders Decomposition Single-Facility Scheduling by Logic-Based Benders Decomposition Elvin Coban J. N. Hooker Tepper School of Business Carnegie Mellon University ecoban@andrew.cmu.edu john@hooker.tepper.cmu.edu September

More information

Linear & Integer programming

Linear & Integer programming ELL 894 Performance Evaluation on Communication Networks Standard form I Lecture 5 Linear & Integer programming subject to where b is a vector of length m c T A = b (decision variables) and c are vectors

More information

Algorithms. NP -Complete Problems. Dong Kyue Kim Hanyang University

Algorithms. NP -Complete Problems. Dong Kyue Kim Hanyang University Algorithms NP -Complete Problems Dong Kyue Kim Hanyang University dqkim@hanyang.ac.kr The Class P Definition 13.2 Polynomially bounded An algorithm is said to be polynomially bounded if its worst-case

More information

Lecture : Lovász Theta Body. Introduction to hierarchies.

Lecture : Lovász Theta Body. Introduction to hierarchies. Strong Relaations for Discrete Optimization Problems 20-27/05/6 Lecture : Lovász Theta Body. Introduction to hierarchies. Lecturer: Yuri Faenza Scribes: Yuri Faenza Recall: stable sets and perfect graphs

More information

Operations Research Methods in Constraint Programming

Operations Research Methods in Constraint Programming Operations Research Methods in Constraint Programming John Hooker Carnegie Mellon University Prepared for Lloret de Mar, Spain June 2007 2007 Slide 1 CP and OR Have Complementary Strengths CP: Inference

More information

Lecture 9: Dantzig-Wolfe Decomposition

Lecture 9: Dantzig-Wolfe Decomposition Lecture 9: Dantzig-Wolfe Decomposition (3 units) Outline Dantzig-Wolfe decomposition Column generation algorithm Relation to Lagrangian dual Branch-and-price method Generated assignment problem and multi-commodity

More information

Integer Programming, Constraint Programming, and their Combination

Integer Programming, Constraint Programming, and their Combination Integer Programming, Constraint Programming, and their Combination Alexander Bockmayr Freie Universität Berlin & DFG Research Center Matheon Eindhoven, 27 January 2006 Discrete Optimization General framework

More information

IS703: Decision Support and Optimization. Week 5: Mathematical Programming. Lau Hoong Chuin School of Information Systems

IS703: Decision Support and Optimization. Week 5: Mathematical Programming. Lau Hoong Chuin School of Information Systems IS703: Decision Support and Optimization Week 5: Mathematical Programming Lau Hoong Chuin School of Information Systems 1 Mathematical Programming - Scope Linear Programming Integer Programming Network

More information

CS256 Applied Theory of Computation

CS256 Applied Theory of Computation CS256 Applied Theory of Computation Compleity Classes III John E Savage Overview Last lecture on time-bounded compleity classes Today we eamine space-bounded compleity classes We prove Savitch s Theorem,

More information

- Well-characterized problems, min-max relations, approximate certificates. - LP problems in the standard form, primal and dual linear programs

- Well-characterized problems, min-max relations, approximate certificates. - LP problems in the standard form, primal and dual linear programs LP-Duality ( Approximation Algorithms by V. Vazirani, Chapter 12) - Well-characterized problems, min-max relations, approximate certificates - LP problems in the standard form, primal and dual linear programs

More information

Determine the size of an instance of the minimum spanning tree problem.

Determine the size of an instance of the minimum spanning tree problem. 3.1 Algorithm complexity Consider two alternative algorithms A and B for solving a given problem. Suppose A is O(n 2 ) and B is O(2 n ), where n is the size of the instance. Let n A 0 be the size of the

More information

An Integrated Solver for Optimization Problems

An Integrated Solver for Optimization Problems WORKING PAPER WPS-MAS-08-01 Department of Management Science School of Business Administration, University of Miami Coral Gables, FL 33124-8237 Created: December 2005 Last update: July 2008 An Integrated

More information

with Binary Decision Diagrams Integer Programming J. N. Hooker Tarik Hadzic IT University of Copenhagen Carnegie Mellon University ICS 2007, January

with Binary Decision Diagrams Integer Programming J. N. Hooker Tarik Hadzic IT University of Copenhagen Carnegie Mellon University ICS 2007, January Integer Programming with Binary Decision Diagrams Tarik Hadzic IT University of Copenhagen J. N. Hooker Carnegie Mellon University ICS 2007, January Integer Programming with BDDs Goal: Use binary decision

More information

Benders Decomposition

Benders Decomposition Benders Decomposition Yuping Huang, Dr. Qipeng Phil Zheng Department of Industrial and Management Systems Engineering West Virginia University IENG 593G Nonlinear Programg, Spring 2012 Yuping Huang (IMSE@WVU)

More information

Discrete Optimization 2010 Lecture 7 Introduction to Integer Programming

Discrete Optimization 2010 Lecture 7 Introduction to Integer Programming Discrete Optimization 2010 Lecture 7 Introduction to Integer Programming Marc Uetz University of Twente m.uetz@utwente.nl Lecture 8: sheet 1 / 32 Marc Uetz Discrete Optimization Outline 1 Intro: The Matching

More information

3.3 Easy ILP problems and totally unimodular matrices

3.3 Easy ILP problems and totally unimodular matrices 3.3 Easy ILP problems and totally unimodular matrices Consider a generic ILP problem expressed in standard form where A Z m n with n m, and b Z m. min{c t x : Ax = b, x Z n +} (1) P(b) = {x R n : Ax =

More information

Technische Universität München, Zentrum Mathematik Lehrstuhl für Angewandte Geometrie und Diskrete Mathematik. Combinatorial Optimization (MA 4502)

Technische Universität München, Zentrum Mathematik Lehrstuhl für Angewandte Geometrie und Diskrete Mathematik. Combinatorial Optimization (MA 4502) Technische Universität München, Zentrum Mathematik Lehrstuhl für Angewandte Geometrie und Diskrete Mathematik Combinatorial Optimization (MA 4502) Dr. Michael Ritter Problem Sheet 1 Homework Problems Exercise

More information

3.7 Cutting plane methods

3.7 Cutting plane methods 3.7 Cutting plane methods Generic ILP problem min{ c t x : x X = {x Z n + : Ax b} } with m n matrix A and n 1 vector b of rationals. According to Meyer s theorem: There exists an ideal formulation: conv(x

More information

Design theory for relational databases

Design theory for relational databases Design theory for relational databases 1. Consider a relation with schema R(A,B,C,D) and FD s AB C, C D and D A. a. What are all the nontrivial FD s that follow from the given FD s? You should restrict

More information

Introduction to Mathematical Programming IE406. Lecture 21. Dr. Ted Ralphs

Introduction to Mathematical Programming IE406. Lecture 21. Dr. Ted Ralphs Introduction to Mathematical Programming IE406 Lecture 21 Dr. Ted Ralphs IE406 Lecture 21 1 Reading for This Lecture Bertsimas Sections 10.2, 10.3, 11.1, 11.2 IE406 Lecture 21 2 Branch and Bound Branch

More information

GETTING STARTED INITIALIZATION

GETTING STARTED INITIALIZATION GETTING STARTED INITIALIZATION 1. Introduction Linear programs come in many different forms. Traditionally, one develops the theory for a few special formats. These formats are equivalent to one another

More information

Travelling Salesman Problem

Travelling Salesman Problem Travelling Salesman Problem Fabio Furini November 10th, 2014 Travelling Salesman Problem 1 Outline 1 Traveling Salesman Problem Separation Travelling Salesman Problem 2 (Asymmetric) Traveling Salesman

More information

Finite-Domain Cuts for Graph Coloring

Finite-Domain Cuts for Graph Coloring Finite-Domain Cuts for Graph Coloring David Bergman J N Hooker April 01 Abstract We explore the idea of obtaining valid inequalities from a finite-domain formulation of a problem, rather than a 0-1 formulation

More information

Introduction to Arti Intelligence

Introduction to Arti Intelligence Introduction to Arti Intelligence cial Lecture 4: Constraint satisfaction problems 1 / 48 Constraint satisfaction problems: Today Exploiting the representation of a state to accelerate search. Backtracking.

More information

Representations of All Solutions of Boolean Programming Problems

Representations of All Solutions of Boolean Programming Problems Representations of All Solutions of Boolean Programming Problems Utz-Uwe Haus and Carla Michini Institute for Operations Research Department of Mathematics ETH Zurich Rämistr. 101, 8092 Zürich, Switzerland

More information

Integer Programming ISE 418. Lecture 13. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 13. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 13 Dr. Ted Ralphs ISE 418 Lecture 13 1 Reading for This Lecture Nemhauser and Wolsey Sections II.1.1-II.1.3, II.1.6 Wolsey Chapter 8 CCZ Chapters 5 and 6 Valid Inequalities

More information

Computational Integer Programming. Lecture 2: Modeling and Formulation. Dr. Ted Ralphs

Computational Integer Programming. Lecture 2: Modeling and Formulation. Dr. Ted Ralphs Computational Integer Programming Lecture 2: Modeling and Formulation Dr. Ted Ralphs Computational MILP Lecture 2 1 Reading for This Lecture N&W Sections I.1.1-I.1.6 Wolsey Chapter 1 CCZ Chapter 2 Computational

More information

EXACT ALGORITHMS FOR THE ATSP

EXACT ALGORITHMS FOR THE ATSP EXACT ALGORITHMS FOR THE ATSP Branch-and-Bound Algorithms: Little-Murty-Sweeney-Karel (Operations Research, ); Bellmore-Malone (Operations Research, ); Garfinkel (Operations Research, ); Smith-Srinivasan-Thompson

More information

Critical Reading of Optimization Methods for Logical Inference [1]

Critical Reading of Optimization Methods for Logical Inference [1] Critical Reading of Optimization Methods for Logical Inference [1] Undergraduate Research Internship Department of Management Sciences Fall 2007 Supervisor: Dr. Miguel Anjos UNIVERSITY OF WATERLOO Rajesh

More information

Solving the MWT. Recall the ILP for the MWT. We can obtain a solution to the MWT problem by solving the following ILP:

Solving the MWT. Recall the ILP for the MWT. We can obtain a solution to the MWT problem by solving the following ILP: Solving the MWT Recall the ILP for the MWT. We can obtain a solution to the MWT problem by solving the following ILP: max subject to e i E ω i x i e i C E x i {0, 1} x i C E 1 for all critical mixed cycles

More information

Decision Procedures An Algorithmic Point of View

Decision Procedures An Algorithmic Point of View An Algorithmic Point of View ILP References: Integer Programming / Laurence Wolsey Deciding ILPs with Branch & Bound Intro. To mathematical programming / Hillier, Lieberman Daniel Kroening and Ofer Strichman

More information

The core of solving constraint problems using Constraint Programming (CP), with emphasis on:

The core of solving constraint problems using Constraint Programming (CP), with emphasis on: What is it about? l Theory The core of solving constraint problems using Constraint Programming (CP), with emphasis on: l Modeling l Solving: Local consistency and propagation; Backtracking search + heuristics.

More information

The use of predicates to state constraints in Constraint Satisfaction is explained. If, as an

The use of predicates to state constraints in Constraint Satisfaction is explained. If, as an of Constraint Satisfaction in Integer Programming H.P. Williams Hong Yan Faculty of Mathematical Studies, University of Southampton, Southampton, UK Department of Management, The Hong Kong Polytechnic

More information

Solving Mixed-Integer Nonlinear Programs

Solving Mixed-Integer Nonlinear Programs Solving Mixed-Integer Nonlinear Programs (with SCIP) Ambros M. Gleixner Zuse Institute Berlin MATHEON Berlin Mathematical School 5th Porto Meeting on Mathematics for Industry, April 10 11, 2014, Porto

More information

Inference of A Minimum Size Boolean Function by Using A New Efficient Branch-and-Bound Approach From Examples

Inference of A Minimum Size Boolean Function by Using A New Efficient Branch-and-Bound Approach From Examples Published in: Journal of Global Optimization, 5, pp. 69-9, 199. Inference of A Minimum Size Boolean Function by Using A New Efficient Branch-and-Bound Approach From Examples Evangelos Triantaphyllou Assistant

More information

CPS 616 ITERATIVE IMPROVEMENTS 10-1

CPS 616 ITERATIVE IMPROVEMENTS 10-1 CPS 66 ITERATIVE IMPROVEMENTS 0 - APPROACH Algorithm design technique for solving optimization problems Start with a feasible solution Repeat the following step until no improvement can be found: change

More information

Section Notes 9. Midterm 2 Review. Applied Math / Engineering Sciences 121. Week of December 3, 2018

Section Notes 9. Midterm 2 Review. Applied Math / Engineering Sciences 121. Week of December 3, 2018 Section Notes 9 Midterm 2 Review Applied Math / Engineering Sciences 121 Week of December 3, 2018 The following list of topics is an overview of the material that was covered in the lectures and sections

More information

BBM402-Lecture 20: LP Duality

BBM402-Lecture 20: LP Duality BBM402-Lecture 20: LP Duality Lecturer: Lale Özkahya Resources for the presentation: https://courses.engr.illinois.edu/cs473/fa2016/lectures.html An easy LP? which is compact form for max cx subject to

More information

Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse

Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse Merve Bodur 1, Sanjeeb Dash 2, Otay Günlü 2, and James Luedte 3 1 Department of Mechanical and Industrial Engineering,

More information

Algebra Review C H A P T E R. To solve an algebraic equation with one variable, find the value of the unknown variable.

Algebra Review C H A P T E R. To solve an algebraic equation with one variable, find the value of the unknown variable. C H A P T E R 6 Algebra Review This chapter reviews key skills and concepts of algebra that you need to know for the SAT. Throughout the chapter are sample questions in the style of SAT questions. Each

More information

Lecture 9: Search 8. Victor R. Lesser. CMPSCI 683 Fall 2010

Lecture 9: Search 8. Victor R. Lesser. CMPSCI 683 Fall 2010 Lecture 9: Search 8 Victor R. Lesser CMPSCI 683 Fall 2010 ANNOUNCEMENTS REMEMBER LECTURE ON TUESDAY! EXAM ON OCTOBER 18 OPEN BOOK ALL MATERIAL COVERED IN LECTURES REQUIRED READINGS WILL MOST PROBABLY NOT

More information

Applications. Stephen J. Stoyan, Maged M. Dessouky*, and Xiaoqing Wang

Applications. Stephen J. Stoyan, Maged M. Dessouky*, and Xiaoqing Wang Introduction to Large-Scale Linear Programming and Applications Stephen J. Stoyan, Maged M. Dessouky*, and Xiaoqing Wang Daniel J. Epstein Department of Industrial and Systems Engineering, University of

More information

IP Cut Homework from J and B Chapter 9: 14, 15, 16, 23, 24, You wish to solve the IP below with a cutting plane technique.

IP Cut Homework from J and B Chapter 9: 14, 15, 16, 23, 24, You wish to solve the IP below with a cutting plane technique. IP Cut Homework from J and B Chapter 9: 14, 15, 16, 23, 24, 31 14. You wish to solve the IP below with a cutting plane technique. Maximize 4x 1 + 2x 2 + x 3 subject to 14x 1 + 10x 2 + 11x 3 32 10x 1 +

More information

INTEGER PROGRAMMING. In many problems the decision variables must have integer values.

INTEGER PROGRAMMING. In many problems the decision variables must have integer values. INTEGER PROGRAMMING Integer Programming In many problems the decision variables must have integer values. Example:assign people, machines, and vehicles to activities in integer quantities. If this is the

More information

An Integer Cutting-Plane Procedure for the Dantzig-Wolfe Decomposition: Theory

An Integer Cutting-Plane Procedure for the Dantzig-Wolfe Decomposition: Theory An Integer Cutting-Plane Procedure for the Dantzig-Wolfe Decomposition: Theory by Troels Martin Range Discussion Papers on Business and Economics No. 10/2006 FURTHER INFORMATION Department of Business

More information

Boosting Set Constraint Propagation for Network Design

Boosting Set Constraint Propagation for Network Design Boosting Set Constraint Propagation for Network Design Justin Yip 1, Pascal Van Hentenryck 1, and Carmen Gervet 2 1 Brown University, Box 1910, Providence, RI 02912, USA 2 German University in Cairo, New

More information

1 Algebraic Methods. 1.1 Gröbner Bases Applied to SAT

1 Algebraic Methods. 1.1 Gröbner Bases Applied to SAT 1 Algebraic Methods In an algebraic system Boolean constraints are expressed as a system of algebraic equations or inequalities which has a solution if and only if the constraints are satisfiable. Equations

More information

Introduction to optimization and operations research

Introduction to optimization and operations research Introduction to optimization and operations research David Pisinger, Fall 2002 1 Smoked ham (Chvatal 1.6, adapted from Greene et al. (1957)) A meat packing plant produces 480 hams, 400 pork bellies, and

More information

Cutting Plane Methods II

Cutting Plane Methods II 6.859/5.083 Integer Programming and Combinatorial Optimization Fall 2009 Cutting Plane Methods II Gomory-Chvátal cuts Reminder P = {x R n : Ax b} with A Z m n, b Z m. For λ [0, ) m such that λ A Z n, (λ

More information

THE EXISTENCE AND USEFULNESS OF EQUALITY CUTS IN THE MULTI-DEMAND MULTIDIMENSIONAL KNAPSACK PROBLEM LEVI DELISSA. B.S., Kansas State University, 2014

THE EXISTENCE AND USEFULNESS OF EQUALITY CUTS IN THE MULTI-DEMAND MULTIDIMENSIONAL KNAPSACK PROBLEM LEVI DELISSA. B.S., Kansas State University, 2014 THE EXISTENCE AND USEFULNESS OF EQUALITY CUTS IN THE MULTI-DEMAND MULTIDIMENSIONAL KNAPSACK PROBLEM by LEVI DELISSA B.S., Kansas State University, 2014 A THESIS submitted in partial fulfillment of the

More information

Polyhedral Approach to Integer Linear Programming. Tepper School of Business Carnegie Mellon University, Pittsburgh

Polyhedral Approach to Integer Linear Programming. Tepper School of Business Carnegie Mellon University, Pittsburgh Polyhedral Approach to Integer Linear Programming Gérard Cornuéjols Tepper School of Business Carnegie Mellon University, Pittsburgh 1 / 30 Brief history First Algorithms Polynomial Algorithms Solving

More information

ACCUPLACER MATH 0310

ACCUPLACER MATH 0310 The University of Teas at El Paso Tutoring and Learning Center ACCUPLACER MATH 00 http://www.academics.utep.edu/tlc MATH 00 Page Linear Equations Linear Equations Eercises 5 Linear Equations Answer to

More information

Convex Analysis 2013 Let f : Q R be a strongly convex function with convexity parameter µ>0, where Q R n is a bounded, closed, convex set, which contains the origin. Let Q =conv(q, Q) andconsiderthefunction

More information

Distributed Optimization. Song Chong EE, KAIST

Distributed Optimization. Song Chong EE, KAIST Distributed Optimization Song Chong EE, KAIST songchong@kaist.edu Dynamic Programming for Path Planning A path-planning problem consists of a weighted directed graph with a set of n nodes N, directed links

More information

The Cook-Levin Theorem

The Cook-Levin Theorem An Exposition Sandip Sinha Anamay Chaturvedi Indian Institute of Science, Bangalore 14th November 14 Introduction Deciding a Language Let L {0, 1} be a language, and let M be a Turing machine. We say M

More information

On Solving Boolean Combinations of UTVPI Constraints

On Solving Boolean Combinations of UTVPI Constraints Journal on Satisfiability, Boolean Modeling and Computation N (007) xx-yy On Solving Boolean Combinations of UTVPI Constraints Sanjit A. Seshia Department of Electrical Engineering and Computer Sciences

More information

Integer Programming ISE 418. Lecture 12. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 12. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 12 Dr. Ted Ralphs ISE 418 Lecture 12 1 Reading for This Lecture Nemhauser and Wolsey Sections II.2.1 Wolsey Chapter 9 ISE 418 Lecture 12 2 Generating Stronger Valid

More information

Multi-Level Logic Optimization. Technology Independent. Thanks to R. Rudell, S. Malik, R. Rutenbar. University of California, Berkeley, CA

Multi-Level Logic Optimization. Technology Independent. Thanks to R. Rudell, S. Malik, R. Rutenbar. University of California, Berkeley, CA Technology Independent Multi-Level Logic Optimization Prof. Kurt Keutzer Prof. Sanjit Seshia EECS University of California, Berkeley, CA Thanks to R. Rudell, S. Malik, R. Rutenbar 1 Logic Optimization

More information